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Alecos Papadopoulos
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The mean of the Beta distribution is

$$\mu = \frac {\alpha}{\alpha + \beta}$$

We want to see whether restricting the permissible range of $\mu$, will guarantee that we will have either $\{\alpha \geq 1, \beta >0\}$, OR $\{\alpha >0, \beta \geq 1\}$.

Treating the mean as a function of the parameters we obtain

$$\frac {\partial \mu}{\partial \alpha} > 0, \;\; \frac {\partial \mu}{\partial \beta} <0$$

So it is monotonically increasing in $\alpha$ and monotonically decreasing in $\beta$.

So

$$\min \mu = 1/(1+\beta)\implies \{\alpha \geq 1, \beta >0\} \tag {1}$$

but the situation $\{\alpha >0, \beta \geq 1\}$ permits all possible values of $\mu$ (in $(0,1)$).

In other words by restricting the mean to lie in the interval $[1/(1+\beta),\, 1)$ we can guarantee that we will have $\{\alpha \geq 1, \beta >0\}$. But there is no restriction on the mean that will guarantee us that $\{\alpha >0, \beta \geq 1\}$.

So we should turn to the variance, which is

$$\sigma^2 = \frac {\alpha \beta}{(\alpha + \beta)^2(\alpha + \beta +1)}$$

It is not difficult to determine that no restriction on the range of the variance can guarantee that we will have $\{\alpha >0, \beta \geq 1\}$.

So the answer to the question is that:

If we impose the bestrestriction $\mu \geq 1/(1+\beta)$, then we can do is to guarantee what relationwill certainly have $(1)$ reflects$\{\alpha \geq 1, \beta >0\}$, by restrictingi.e. "not both parameters smaller than unity".

But this in a sense is a partial result, since there is also the value ofother way in which "not both parameters are smaller than unity". In other words, this approach imposes the mean from belowadditional restriction that only $\beta$ is allowed to be smaller than unity. It is therefore incompatible with Beta distributions for which we want to be able to have $\alpha \leq 1$ (and $\beta >1$).

The mean of the Beta distribution is

$$\mu = \frac {\alpha}{\alpha + \beta}$$

We want to see whether restricting the permissible range of $\mu$, will guarantee that we will have either $\{\alpha \geq 1, \beta >0\}$, OR $\{\alpha >0, \beta \geq 1\}$.

Treating the mean as a function of the parameters we obtain

$$\frac {\partial \mu}{\partial \alpha} > 0, \;\; \frac {\partial \mu}{\partial \beta} <0$$

So it is monotonically increasing in $\alpha$ and monotonically decreasing in $\beta$.

So

$$\min \mu = 1/(1+\beta)\implies \{\alpha \geq 1, \beta >0\} \tag {1}$$

but the situation $\{\alpha >0, \beta \geq 1\}$ permits all possible values of $\mu$ (in $(0,1)$).

In other words by restricting the mean to lie in the interval $[1/(1+\beta),\, 1)$ we can guarantee that we will have $\{\alpha \geq 1, \beta >0\}$. But there is no restriction on the mean that will guarantee us that $\{\alpha >0, \beta \geq 1\}$.

So we should turn to the variance, which is

$$\sigma^2 = \frac {\alpha \beta}{(\alpha + \beta)^2(\alpha + \beta +1)}$$

It is not difficult to determine that no restriction on the range of the variance can guarantee that we will have $\{\alpha >0, \beta \geq 1\}$.

So the answer to the question is that the best we can do is to guarantee what relation $(1)$ reflects, by restricting the value of the mean from below.

The mean of the Beta distribution is

$$\mu = \frac {\alpha}{\alpha + \beta}$$

We want to see whether restricting the permissible range of $\mu$, will guarantee that we will have either $\{\alpha \geq 1, \beta >0\}$, OR $\{\alpha >0, \beta \geq 1\}$.

Treating the mean as a function of the parameters we obtain

$$\frac {\partial \mu}{\partial \alpha} > 0, \;\; \frac {\partial \mu}{\partial \beta} <0$$

So it is monotonically increasing in $\alpha$ and monotonically decreasing in $\beta$.

So

$$\min \mu = 1/(1+\beta)\implies \{\alpha \geq 1, \beta >0\} \tag {1}$$

but the situation $\{\alpha >0, \beta \geq 1\}$ permits all possible values of $\mu$ (in $(0,1)$).

In other words by restricting the mean to lie in the interval $[1/(1+\beta),\, 1)$ we can guarantee that we will have $\{\alpha \geq 1, \beta >0\}$. But there is no restriction on the mean that will guarantee us that $\{\alpha >0, \beta \geq 1\}$.

So we should turn to the variance, which is

$$\sigma^2 = \frac {\alpha \beta}{(\alpha + \beta)^2(\alpha + \beta +1)}$$

It is not difficult to determine that no restriction on the range of the variance can guarantee that we will have $\{\alpha >0, \beta \geq 1\}$.

So :

If we impose the restriction $\mu \geq 1/(1+\beta)$, then we will certainly have $\{\alpha \geq 1, \beta >0\}$, i.e. "not both parameters smaller than unity".

But this in a sense is a partial result, since there is also the other way in which "not both parameters are smaller than unity". In other words, this approach imposes the additional restriction that only $\beta$ is allowed to be smaller than unity. It is therefore incompatible with Beta distributions for which we want to be able to have $\alpha \leq 1$ (and $\beta >1$).

typos
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Alecos Papadopoulos
  • 60.8k
  • 8
  • 154
  • 278

The mean of the Beta distribution is

$$\mu = \frac {\alpha}{\alpha + \beta}$$

We wan totwant to see whether restricting the permissible range of $\mu$, will guarantee that we will have either $\{\alpha \geq 1, \beta >0\}$, OR $\{\alpha >0, \beta \geq 1\}$.

Treating the mean as a function of the parameters we obtain

$$\frac {\partial \mu}{\partial \alpha} > 0, \;\; \frac {\partial \mu}{\partial \beta} <0$$

So it is monotonically increasing in $\alpha$ and monotonically decreasing in $\beta$.

So

$$\min \mu = 1/(1+\beta)\implies \{\alpha \geq 1, \beta >0\} \tag {1}$$

but the situation $\{\alpha >0, \beta \geq 1\}$ permits all possible values of $\mu$ (in $(0,1)$).

In other words by restricting the mean to lie in the interval $[1/(1+\beta),\, 1)$ we can guarantee that we will have $\{\alpha \geq 1, \beta >0\}$. But there is no restriction on the mean that will guarantee us that $\{\alpha >0, \beta \geq 1\}$.

So we should turn to the variance, which is

$$\sigma^2 = \frac {\alpha \beta}{(\alpha + \beta)^2(\alpha + \beta +1)}$$

It is not difficult to determine that no restriction on the range of the variance can guarantee that we will have $\{\alpha >0, \beta \geq 1\}$.

So the answer to the question is that the best we can do is to guarantee what relation $(1)$ reflects, by restricting the value of the mean from below.

The mean of the Beta distribution is

$$\mu = \frac {\alpha}{\alpha + \beta}$$

We wan tot see whether restricting the permissible range of $\mu$, will guarantee that we will have either $\{\alpha \geq 1, \beta >0\}$, OR $\{\alpha >0, \beta \geq 1\}$.

Treating the mean as a function of the parameters we obtain

$$\frac {\partial \mu}{\partial \alpha} > 0, \;\; \frac {\partial \mu}{\partial \beta} <0$$

So it is monotonically increasing in $\alpha$ and monotonically decreasing in $\beta$.

So

$$\min \mu = 1/(1+\beta)\implies \{\alpha \geq 1, \beta >0\} \tag {1}$$

but the situation $\{\alpha >0, \beta \geq 1\}$ permits all possible values of $\mu$ (in $(0,1)$).

In other words by restricting the mean to lie in the interval $[1/(1+\beta),\, 1)$ we can guarantee that we will have $\{\alpha \geq 1, \beta >0\}$. But there is no restriction on the mean that will guarantee us that $\{\alpha >0, \beta \geq 1\}$.

So we should turn to the variance, which is

$$\sigma^2 = \frac {\alpha \beta}{(\alpha + \beta)^2(\alpha + \beta +1)}$$

It is not difficult to determine that no restriction on the range of the variance can guarantee that we will have $\{\alpha >0, \beta \geq 1\}$.

So the answer to the question is that the best we can do is to guarantee what relation $(1)$ reflects, by restricting the value of the mean from below.

The mean of the Beta distribution is

$$\mu = \frac {\alpha}{\alpha + \beta}$$

We want to see whether restricting the permissible range of $\mu$, will guarantee that we will have either $\{\alpha \geq 1, \beta >0\}$, OR $\{\alpha >0, \beta \geq 1\}$.

Treating the mean as a function of the parameters we obtain

$$\frac {\partial \mu}{\partial \alpha} > 0, \;\; \frac {\partial \mu}{\partial \beta} <0$$

So it is monotonically increasing in $\alpha$ and monotonically decreasing in $\beta$.

So

$$\min \mu = 1/(1+\beta)\implies \{\alpha \geq 1, \beta >0\} \tag {1}$$

but the situation $\{\alpha >0, \beta \geq 1\}$ permits all possible values of $\mu$ (in $(0,1)$).

In other words by restricting the mean to lie in the interval $[1/(1+\beta),\, 1)$ we can guarantee that we will have $\{\alpha \geq 1, \beta >0\}$. But there is no restriction on the mean that will guarantee us that $\{\alpha >0, \beta \geq 1\}$.

So we should turn to the variance, which is

$$\sigma^2 = \frac {\alpha \beta}{(\alpha + \beta)^2(\alpha + \beta +1)}$$

It is not difficult to determine that no restriction on the range of the variance can guarantee that we will have $\{\alpha >0, \beta \geq 1\}$.

So the answer to the question is that the best we can do is to guarantee what relation $(1)$ reflects, by restricting the value of the mean from below.

Source Link
Alecos Papadopoulos
  • 60.8k
  • 8
  • 154
  • 278

The mean of the Beta distribution is

$$\mu = \frac {\alpha}{\alpha + \beta}$$

We wan tot see whether restricting the permissible range of $\mu$, will guarantee that we will have either $\{\alpha \geq 1, \beta >0\}$, OR $\{\alpha >0, \beta \geq 1\}$.

Treating the mean as a function of the parameters we obtain

$$\frac {\partial \mu}{\partial \alpha} > 0, \;\; \frac {\partial \mu}{\partial \beta} <0$$

So it is monotonically increasing in $\alpha$ and monotonically decreasing in $\beta$.

So

$$\min \mu = 1/(1+\beta)\implies \{\alpha \geq 1, \beta >0\} \tag {1}$$

but the situation $\{\alpha >0, \beta \geq 1\}$ permits all possible values of $\mu$ (in $(0,1)$).

In other words by restricting the mean to lie in the interval $[1/(1+\beta),\, 1)$ we can guarantee that we will have $\{\alpha \geq 1, \beta >0\}$. But there is no restriction on the mean that will guarantee us that $\{\alpha >0, \beta \geq 1\}$.

So we should turn to the variance, which is

$$\sigma^2 = \frac {\alpha \beta}{(\alpha + \beta)^2(\alpha + \beta +1)}$$

It is not difficult to determine that no restriction on the range of the variance can guarantee that we will have $\{\alpha >0, \beta \geq 1\}$.

So the answer to the question is that the best we can do is to guarantee what relation $(1)$ reflects, by restricting the value of the mean from below.